+144.3%
IWM vs ODFL
+548.9%
-404.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +2.8% | +0.6% | +2.1% | +2.4% |
| 30D | +0.6% | -6.3% | +6.9% | +3.0% |
| 3M | -7.8% | -19.1% | +11.3% | -0.1% |
| 6M | -1.0% | -9.9% | +9.0% | +1.8% |
| YTD | +13.9% | +9.9% | +3.9% | +6.1% |
| 1Y | +15.4% | +24.4% | -9.0% | +1.7% |
| 3Y | +70.2% | -11.0% | +81.2% | +66.0% |
| 5Y | +23.7% | -1.4% | +25.1% | +10.4% |
| All | +144.3% | +548.9% | -404.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling